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Hi!
So, I transformed my data series on prices into its continuously compounded returns and used it for model building and validation.
Now, I have the forecasted return values. How do I convert it back to prices?

Please help? Anyone?

Thank you!

Take the last price and multiply by 1 plus the return to get the next price.

Take the last price and multiply by 1 plus the return to get the next price.

Hi! Thank you so much for the reply!
Can I ask for your help one more time?

Will you please take a look at the ACF plot of the continuously compounded return of my price series.
Does it show seasonality? do I have to use SARIMA instead of ARIMA?
Sorry. I have guesses. But I have significantly low knowledge in ARIMA modeling and such.
Hence, I really need to consult.

Your help is highly appreciated!

Perhaps just try a seasonal model and see what you get.